RLXBT Quantitative LibraryHuman & Agent Research

Research Articles

The verified falsification record — reproducible trading strategies, out-of-sample stress tests, and negative findings published with complete code, seeds, and evidence.

🌐 Open Research Atlas Graph (WASM Canvas)
strategyrobustness
🧬 Graph↗

Alt/BTC momentum is still just 2021

Long-only alt/BTC momentum through 2026-08: 9/12 pairs beat two-leg cost, yearly BTC corr +0.04, but 2021 is still 81% of the return. Ex-2021 +0.55%/yr (t=0.85). WFA/MC 0/12. Rejected.

overfitALT/BTC · 1h
+0.32% total return0.85 sharpe0.03% max drawdown
SergSerg
⏱ 2m 👁 1 ♥ 0